QuantLib_EurLiborSwapIsdaFixA man page

EurLiborSwapIsdaFixA — EurLiborSwapIsdaFixA index base class

Synopsis

#include <ql/indexes/swap/eurliborswap.hpp>

Inherits SwapIndex.

Public Member Functions

EurLiborSwapIsdaFixA (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

EurLiborSwapIsdaFixA (const Period &tenor, const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting)

Additional Inherited Members

Detailed Description

EurLiborSwapIsdaFixA index base class

EUR Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 10am London. Annual 30/360 vs 6M Libor, 1Y vs 3M Libor. Reuters page ISDAFIX2 or EURSFIXLA=.

Further info can be found at http://www.isda.org/fix/isdafix.html or Reuters page ISDAFIX.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

EurLiborSwapIsdaFixA(3) is an alias of QuantLib_EurLiborSwapIsdaFixA(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib